+251.9%
QCOM vs ULTA
+170.8%
+81.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | +13.0% | +0.2% | +12.8% | +12.9% |
| 30D | +0.2% | +12.4% | -12.3% | -3.0% |
| 3M | +9.2% | +22.4% | -13.2% | +3.1% |
| 6M | -15.0% | +28.9% | -43.9% | -21.2% |
| YTD | +5.2% | +7.6% | -2.4% | +2.0% |
| 1Y | +2.4% | +21.6% | -19.2% | -4.4% |
| 3Y | +52.0% | +67.0% | -15.1% | +25.7% |
| 5Y | +19.7% | +64.2% | -44.4% | -1.5% |
| All | +251.9% | +170.8% | +81.1% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling